Complete f-moment convergence for weighted sums of asymptotically almost negatively associated random variables and its application in semiparametric regression models.

In this paper, we investigate the complete f-moment convergence for weighted sums of asymptotically almost negatively associated (AANA, for short) random variables. Our results improve and generalize the corresponding ones of [M.M. Xi, X. Deng, X.J. Wang, and Z.Y. Cheng, L p convergence and complete convergence for weighted sums of AANA random variables, Commun. Stat. Theory Methods 47(22) (2018), pp. 5604–5613]. As an application of our main results, some results on the complete consistency for the estimator in semiparametric regression models are obtained and a simulation study is provided to assess the finite sample performance of the theoretical results. [ABSTRACT FROM AUTHOR]